+6.7%
PTEN vs TW
+211.4%
-204.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.8% |
| 7D | -1.0% | -3.5% | +2.5% | -0.1% |
| 30D | +29.3% | +0.5% | +28.8% | +28.9% |
| 3M | +7.2% | +4.9% | +2.3% | +4.4% |
| 6M | +43.5% | -17.1% | +60.6% | +51.0% |
| YTD | +113.2% | -3.9% | +117.1% | +112.9% |
| 1Y | +135.1% | -13.3% | +148.3% | +142.4% |
| 3Y | -4.8% | +20.9% | -25.7% | -14.0% |
| 5Y | +94.6% | +20.5% | +74.1% | +70.7% |
| All | +6.7% | +211.4% | -204.7% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling